-55.0%
FIS vs GGLL
-16.8%
-38.2%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.5% | -3.8% | -1.4% |
| 7D | -29.4% | +6.3% | -35.8% | -29.5% |
| 30D | -16.7% | -35.1% | +18.4% | -14.8% |
| 3M | -33.0% | -37.7% | +4.7% | -31.3% |
| 6M | -33.3% | -54.1% | +20.8% | -30.7% |
| YTD | -56.0% | -29.4% | -26.6% | -55.2% |
| All | -55.0% | -16.8% | -38.2% | -54.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded GGLL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling